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A non‐homogeneous hidden Markov model for precipitation occurrence

J. P. Hughes, P Guttorp and S. P. Charles

Journal of the Royal Statistical Society Series C, 1999, vol. 48, issue 1, 15-30

Abstract: A non‐homogeneous hidden Markov model is proposed for relating precipitation occurrences at multiple rain‐gauge stations to broad scale atmospheric circulation patterns (the so‐called ‘downscaling problem’). We model a 15‐year sequence of winter data from 30 rain stations in south‐western Australia. The first 10 years of data are used for model development and the remaining 5 years are used for model evaluation. The fitted model accurately reproduces the observed rainfall statistics in the reserved data despite a shift in atmospheric circulation (and, consequently, rainfall) between the two periods. The fitted model also provides some useful insights into the processes driving rainfall in this region.

Date: 1999
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https://doi.org/10.1111/1467-9876.00136

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